Interest Rates Products

 
 
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Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.690 -0.005 99.690 99.695 99.690 135259
Eurodollar GEU5 Sep 2015 99.560 -0.02 99.575 99.590 99.555 234941
Eurodollar GEZ5 Dec 2015 99.400 -0.03 99.425 99.450 99.395 392830
Eurodollar GEH6 Mar 2016 99.235 -0.035 99.270 99.295 99.230 231829
Eurodollar GEM6 Jun 2016 99.065 -0.03 99.095 99.130 99.050 261260
Eurodollar GEU6 Sep 2016 98.885 -0.025 98.905 98.945 98.860 177422
Eurodollar GEZ6 Dec 2016 98.705 -0.025 98.725 98.770 98.680 267906
Eurodollar GEH7 Mar 2017 98.560 -0.025 98.575 98.625 98.530 168902
10-Year U.S. Treasury Note ZNM5 Jun 2015 129'200 -0'020 129'185 129'310 129'125 1138054
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 103'150 a -0'030 103'240 103'240 103'110 859
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 106'310 a +0'035 107'025 107'060 106'190 1057
2-Year Eurodollar Bundle BU2M5 Jun 2015 99.1450 b -0.0175 - - 99.1275 -
3-Year Eurodollar Bundle BU3M5 Jun 2015 98.8500 a -0.015 - - 98.8250 -
5-Year Eurodollar Bundle BU5M5 Jun 2015 98.4275 a -0.005 - 98.4375 98.3925 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.690 -0.005 99.690 99.695 99.690 135259
Eurodollar GEU5 Sep 2015 99.560 -0.02 99.575 99.590 99.555 234941
Eurodollar GEZ5 Dec 2015 99.400 -0.03 99.425 99.450 99.395 392830
Eurodollar GEH6 Mar 2016 99.235 -0.035 99.270 99.295 99.230 231829
Eurodollar GEM6 Jun 2016 99.065 -0.03 99.095 99.130 99.050 261260
Eurodollar GEU6 Sep 2016 98.885 -0.025 98.905 98.945 98.860 177422
Eurodollar GEZ6 Dec 2016 98.705 -0.025 98.725 98.770 98.680 267906
Eurodollar GEH7 Mar 2017 98.560 -0.025 98.575 98.625 98.530 168902
30-Day Federal Funds ZQN5 Jul 2015 99.850 0 99.850 99.855 99.845 5952
2-Year Eurodollar Bundle BU2M5 Jun 2015 99.1450 b -0.0175 - - 99.1275 -
3-Year Eurodollar Bundle BU3M5 Jun 2015 98.8500 a -0.015 - - 98.8250 -
5-Year Eurodollar Bundle BU5M5 Jun 2015 98.4275 a -0.005 - 98.4375 98.3925 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBM5 Jun 2015 171'01 +1'01 169'14 171'19 168'29 74350
U.S. Treasury Bond ZBM5 Jun 2015 165'04 +1'00 163'21 165'19 163'10 263204
10-Year U.S. Treasury Note ZNM5 Jun 2015 129'200 -0'020 129'185 129'310 129'125 1138054
5-Year U.S. Treasury Note ZFM5 Jun 2015 120'197 -0'035 120'212 120'287 120'157 618337
3-Year U.S. Treasury Note Z3NM5 Jun 2015 - - - - -
2-Year U.S. Treasury Note ZTM5 Jun 2015 109'222 -0'020 109'237 109'257 109'220 208335
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UM5 Jun 2015 100'245 b -0'010 - 100'270 100'240 -
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 103'150 a -0'030 103'240 103'240 103'110 859
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 106'310 a +0'035 107'025 107'060 106'190 1057
30-Year Deliverable Interest Rate Swap B1UM5 Jun 2015 120'07 b +1'09 118'15 120'20 118'09 131
2-Year Euro Deliverable Interest Rate Swap T1EM5 Jun 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.